ExecutorServiceParallelExecutor should have a unified shutdown collection

Goal of this ticket is to ensure the executor doesn't have to know each single instances of what it destroys at shutdown time.

Proposal is to have a list of closeable (or autocloseable) which and a registerCloseable which would decouple it.

Side note: it is still key to ensure the list is 1. sorted and 2. any error doesn't prevent to call next element

Imported from Jira [BEAM-4039](https://issues.apache.org/jira/browse/BEAM-4039). Original Jira may contain additional context.
Reported by: romain.manni-bucau.